Italian city where girl holds on (6)
I believe the answer is:
verona
'italian city' is the definition.
(Verona is a city in Italy)
'girl holds on' is the wordplay.
'girl' becomes 'vera' ().
'holds' means one lot of letters goes inside another.
'vera' going around 'on' is 'VERONA'.
'where' is the link.
(Other definitions for verona that I've seen before include "Romeo and Juliet's city" , "City of NE Italy" , "Whence Shakespeare's two gentlemen" , "Italian city (with two gentlemen)" , "Where 27 [MERCUTIO] was killed" .)